+134.7%
PRU vs BMRN
-29.8%
+164.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -1.0% | +0.3% |
| 7D | -3.8% | -1.4% | -2.4% | -3.5% |
| 30D | -2.0% | -5.8% | +3.8% | -0.6% |
| 3M | +14.0% | +16.6% | -2.7% | +9.1% |
| 6M | +27.2% | +7.6% | +19.7% | +23.9% |
| YTD | +9.1% | +10.2% | -1.2% | +5.3% |
| 1Y | +18.1% | +20.2% | -2.1% | +10.3% |
| 3Y | +44.3% | -27.4% | +71.6% | +51.5% |
| 5Y | +45.7% | -16.0% | +61.7% | +42.1% |
| All | +134.7% | -29.8% | +164.5% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BMRN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling